Recent content by dennisrrr

Hi guys, I have a question regarding currency hedging. I want to show that for a EUR based investor with an international portfolio the volatility of the portfolio increases once you use hedging techniques. For the unhedged returns i use the MSCI World ($) and i calculated the daily currency...

Hi guys, I have a question regarding the S&P future. Since 2008 this future is in backwardation because the interest rate is near 0.. so you'd expect the s&p future outperform the index by 50 bps each quarter (2% dividend yield on average). However, in some instances the future only...